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Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem; Prigent, Jean-Luc - In: European journal of operational research : EJOR 269 (2018) 1, pp. 363-381
Persistent link: https://www.econbiz.de/10011864356
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Oil, foreign exchange swaps and interest rates in the GCC countries
Al-Maskati, Nawaf - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 8, pp. 2388-2406
Persistent link: https://www.econbiz.de/10013190369
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Valuation, hedging, and bounds of swaps under multi-factor BNS-type stochastic volatility models
Issaka, Aziz - In: Annals of financial economics 15 (2020) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012642967
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Model-independent lower bound on variance SWAPS
Kahalé, Nabil - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
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Why do banks use credit default swaps (CDS)? : a systematic review
Tabassum; Yameen, Mohammad - In: Journal of economic surveys 38 (2024) 1, pp. 201-231
Persistent link: https://www.econbiz.de/10014474357
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Managerial tone and investors' hedging activities : evidence from credit default swaps
Liang, Peng; Hu, Nan; Liu, Ling; Zhang, Ting - In: Accounting and finance 63 (2023) 4, pp. 3971-3998
Persistent link: https://www.econbiz.de/10014476935
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Quadratic hedging strategies for volatility swaps
Wang, Xingchun; Fu, Jianping; Wang, Guanying; Wang, Yongjin - In: Finance research letters 15 (2015), pp. 125-132
Persistent link: https://www.econbiz.de/10011553014
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Bewertung und hedging von swaptions
Akume, Daniel; Luderer, Bernd; Weber, Gerhard-Wilhelm - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 12, pp. 694-699
Persistent link: https://www.econbiz.de/10001843860
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What do deviations from covered interest parity and higher FX hedging costs mean for Asia?
Hong, Gee Hee; Oeking, Anne; Kang, Kenneth H.; Rhee, … - In: Open economies review 32 (2021) 2, pp. 361-394
Persistent link: https://www.econbiz.de/10012548754
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The VIX and future information
Hess, Markus - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-30
Persistent link: https://www.econbiz.de/10012807884